+172.8%
CCJ vs GLDM
+128.8%
+44.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.8% |
| 7D | +0.7% | -0.5% | +1.3% | +1.2% |
| 30D | +6.9% | +4.4% | +2.5% | +3.6% |
| 3M | -11.6% | -1.1% | -10.6% | -10.6% |
| 6M | -16.2% | -13.7% | -2.5% | -7.0% |
| YTD | +10.1% | +2.8% | +7.3% | +10.9% |
| 1Y | +32.3% | +24.8% | +7.4% | +18.3% |
| All | +172.8% | +128.8% | +44.1% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling